Development of efficient and reliable Monte Carlo simulation techniques for stochastic optimization (of queuing systems in particular).
Cahiers du GERAD
Apr 2020
Emmanuel Bigeon, Martin Gagnon, Stéphane Alarie, Souheil-Antoine Tahan, and Michel Gamache
G-2020-26
Feb 2020
Filippo Malandra, Arman C. Kizilkale, Frédéric Sirois, Brunilde Sansò, Miguel F. Anjos, Michel Bernier, Michel Gendreau, and Roland P. Malhamé
G-2020-15
Publications
Jan 2020
Pierre L'Ecuyer, Wambergue Paul, and Erwan Bourceret
INFORMS Journal on Computing, 32(1), 135–144, 2020
BibTeX reference
Nov 2019
High-order stochastic simulation via statistical learning in reproducing kernel Hilbert space
Lingqing Yao, Roussos Dimitrakopoulos, and Michel Gamache
To appear in: Mathematical Geosciences, 2019
BibTeX reference
Nov 2019
Jayakumar Subramanian and Aditya Mahajan
To appear in: IEEE Transcations on Automatic Control, 2019
BibTeX reference
Jul 2019
Snehamoy Chatterjee and Roussos Dimitrakopoulos
To appear in: International Journal of Mining, Reclamation and Environment , 2019
BibTeX reference
Jul 2019
Christian Lécot, Pierre L'Ecuyer, Rami El Haddad, and Ali Tarhini
Mathematics and Computers in Simulation, 161, 113–124, 2019
BibTeX reference
Events
03:45 PM–05:00 PMDec 7, 2016 03:45 PM
GERAD seminar
Zdravko I. Botev – The University of New South Wales, Australia
Zdravko I. Botev – The University of New South Wales, Australia
Canada Research Chair in Stochastic Simulation and Optimization
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
03:30 PM–04:30 PMApr 18, 2017 03:30 PM
“Meet a GERAD researcher!” seminar
Charles Audet – Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada
Charles Audet – Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
10:45 AM–12:00 PMOct 12, 2017 10:45 AM
GERAD seminar
Emmanuel Gobet – École Polytechnique, France
Emmanuel Gobet – École Polytechnique, France
Canada Research Chair in Stochastic Simulation and Optimization
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
03:45 PM–05:00 PMNov 7, 2017 03:45 PM
“Meet a GERAD researcher!” seminar
Pierre L'Ecuyer – Department of Computer Science and Operations Research, Université de Montréal, Canada
Pierre L'Ecuyer – Department of Computer Science and Operations Research, Université de Montréal, Canada
Room 6214, André-Aisenstadt Building, Université de Montréal Campus
03:30 PM–04:30 PMFeb 27, 2018 03:30 PM
“Meet a GERAD researcher!” seminar
Bouchra Nasri – HEC Montréal, Canada
Bouchra Nasri – HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus